• DocumentCode
    3080512
  • Title

    On the variance of recursive transfer function estimates of systems with FIR-structure

  • Author

    Gunnarsson, S.

  • Author_Institution
    Link??ping University, Link??ping, Sweden
  • fYear
    1986
  • fDate
    10-12 Dec. 1986
  • Firstpage
    2029
  • Lastpage
    2030
  • Abstract
    The variance of recursive transfer function estimates for systems with finite impulse response structure is studied. Expressions for the variance are derived using asymptotic methods. The variance expressions explicitly show the influence of step length, input spectrum, noise variance, parameter variations and model order.
  • Keywords
    Automatic control; Kalman filters; Recursive estimation; Resonance light scattering; Transfer functions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1986 25th IEEE Conference on
  • Conference_Location
    Athens, Greece
  • Type

    conf

  • DOI
    10.1109/CDC.1986.267392
  • Filename
    4049155
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3080512